+131.2%
TLT vs AEIS
+1,856.9%
-1,725.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.3% |
| 7D | -0.4% | +3.0% | -3.4% | -0.3% |
| 30D | -0.6% | -14.6% | +14.1% | -1.3% |
| 3M | -2.7% | -12.4% | +9.7% | -3.0% |
| 6M | -5.6% | -15.0% | +9.3% | -5.8% |
| YTD | -2.8% | +34.3% | -37.1% | -0.4% |
| 1Y | -1.4% | +87.4% | -88.8% | +3.2% |
| 3Y | -1.6% | +139.8% | -141.4% | +5.3% |
| 5Y | -33.8% | +220.7% | -254.6% | -27.2% |
| 10Y | -21.1% | +531.6% | -552.7% | -5.5% |
| All | +131.2% | +1,856.9% | -1,725.7% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling